PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-25 16:21:10.427624+00:00 (UTC)
In US/Central Time, this is 2024-03-25 11:21:10.427624-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.896937 -0.474606 0.086233 -0.008859 0.545231 0.254478
1997-01-03 -0.885227 -0.474606 -0.155573 0.006649 0.744820 0.205312
1997-01-06 -0.881324 -0.474606 -0.064144 -0.016613 0.777699 0.269265
1997-01-07 -0.881324 -0.453786 -0.129107 -0.047629 0.837328 0.382897
1997-01-08 -0.893033 -0.453786 -0.022038 -0.086398 0.785361 0.496136
... ... ... ... ... ... ...
2024-03-18 -0.869615 -1.473968 -0.733021 1.650488 0.714264 0.682696
2024-03-19 -0.881324 -1.463558 -0.794375 1.658242 0.738841 0.558592
2024-03-20 -0.865711 -1.401098 -0.888210 1.720274 0.828014 0.465811
2024-03-21 -0.900840 -1.432328 -0.902646 1.728028 0.836635 0.472552
2024-03-22 -0.900840 -1.453148 -0.885804 1.728028 0.751804 0.472552

7193 rows × 6 columns

../_images/bf98b72c3d182149a36b25f7a7f3c1b412bc53ec9f91d7706d1fb2db7ab55404.png
pc1
DATE
1997-01-02   -0.577314
1997-01-03   -0.683435
1997-01-06   -0.666345
1997-01-07   -0.702707
1997-01-08   -0.672382
                ...   
2024-03-18   -1.564379
2024-03-19   -1.572084
2024-03-20   -1.596226
2024-03-21   -1.626239
2024-03-22   -1.608896
Name: PC1, Length: 7193, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../_images/21403f268d13fa4d05a1e8c084c8a694184a6dfe7793f1d2b67d6fde9554d02a.png
fig = px.line(pc1)
fig.show()
../_images/9a5778c1891c848f3d08b3ad5a91e1143bb0f331ea2d4a011f6dc640242ccdd9.png